Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
7,152.0 |
7,190.0 |
38.0 |
0.5% |
7,195.5 |
High |
7,222.5 |
7,205.0 |
-17.5 |
-0.2% |
7,262.5 |
Low |
7,143.5 |
7,114.0 |
-29.5 |
-0.4% |
7,148.0 |
Close |
7,201.5 |
7,168.5 |
-33.0 |
-0.5% |
7,223.0 |
Range |
79.0 |
91.0 |
12.0 |
15.2% |
114.5 |
ATR |
102.8 |
101.9 |
-0.8 |
-0.8% |
0.0 |
Volume |
134,371 |
147,091 |
12,720 |
9.5% |
554,386 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,435.5 |
7,393.0 |
7,218.6 |
|
R3 |
7,344.5 |
7,302.0 |
7,193.5 |
|
R2 |
7,253.5 |
7,253.5 |
7,185.2 |
|
R1 |
7,211.0 |
7,211.0 |
7,176.8 |
7,186.8 |
PP |
7,162.5 |
7,162.5 |
7,162.5 |
7,150.4 |
S1 |
7,120.0 |
7,120.0 |
7,160.2 |
7,095.8 |
S2 |
7,071.5 |
7,071.5 |
7,151.8 |
|
S3 |
6,980.5 |
7,029.0 |
7,143.5 |
|
S4 |
6,889.5 |
6,938.0 |
7,118.5 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,554.7 |
7,503.3 |
7,286.0 |
|
R3 |
7,440.2 |
7,388.8 |
7,254.5 |
|
R2 |
7,325.7 |
7,325.7 |
7,244.0 |
|
R1 |
7,274.3 |
7,274.3 |
7,233.5 |
7,300.0 |
PP |
7,211.2 |
7,211.2 |
7,211.2 |
7,224.0 |
S1 |
7,159.8 |
7,159.8 |
7,212.5 |
7,185.5 |
S2 |
7,096.7 |
7,096.7 |
7,202.0 |
|
S3 |
6,982.2 |
7,045.3 |
7,191.5 |
|
S4 |
6,867.7 |
6,930.8 |
7,160.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,253.0 |
7,109.0 |
144.0 |
2.0% |
79.4 |
1.1% |
41% |
False |
False |
126,071 |
10 |
7,262.5 |
7,090.5 |
172.0 |
2.4% |
78.3 |
1.1% |
45% |
False |
False |
121,321 |
20 |
7,262.5 |
6,644.0 |
618.5 |
8.6% |
86.4 |
1.2% |
85% |
False |
False |
128,926 |
40 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
109.4 |
1.5% |
71% |
False |
False |
77,409 |
60 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
94.3 |
1.3% |
71% |
False |
False |
51,772 |
80 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
88.3 |
1.2% |
71% |
False |
False |
38,923 |
100 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
85.8 |
1.2% |
71% |
False |
False |
31,502 |
120 |
7,470.0 |
6,436.0 |
1,034.0 |
14.4% |
82.9 |
1.2% |
71% |
False |
False |
26,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,591.8 |
2.618 |
7,443.2 |
1.618 |
7,352.2 |
1.000 |
7,296.0 |
0.618 |
7,261.2 |
HIGH |
7,205.0 |
0.618 |
7,170.2 |
0.500 |
7,159.5 |
0.382 |
7,148.8 |
LOW |
7,114.0 |
0.618 |
7,057.8 |
1.000 |
7,023.0 |
1.618 |
6,966.8 |
2.618 |
6,875.8 |
4.250 |
6,727.3 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
7,165.5 |
7,167.6 |
PP |
7,162.5 |
7,166.7 |
S1 |
7,159.5 |
7,165.8 |
|